By any chance do you mean a "DO Loop"? Dloop, afaik, does not appear in any SAS documentation.   If I understand that code you have somewhere a library named TAQ that you have access to.   Instead of writing some that loops through a whole bunch of code, that frankly I'm not going to take time to try to figure out, I would be strongly tempted to combine all of the data sets in the library that I am interested in and then work with that set, whicih maybe goies into your macro call.   You can combine all of the sets fairly easily as long as none of the variables with common names change datat types. I would alse be temped to put that set into a differently library just so I didn't have to wade through all of the existing sets for some things.   Data myib.taqall;    set taq.ct_19930101 -  taq.ct_20131231; run;   Since your macro has parameters for dates and time of intereste then if the thing is written correctly you would then use the dates and times of interest. ... View more